Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.79% | 100.30 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,300 CHF | 101,100 CHF | 34.19% | 34.19% |
19/11/2024 | 0.69% | 100.40 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,400 CHF | 101,100 CHF | 87.94% | 87.94% |
18/11/2024 | 0.69% | 100.40 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,400 CHF | 101,100 CHF | 90.99% | 90.99% |
15/11/2024 | 0.79% | 100.40 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,400 CHF | 101,200 CHF | 96.32% | 96.32% |
14/11/2024 | 0.79% | 100.40 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,400 CHF | 101,200 CHF | 87.95% | 87.95% |
13/11/2024 | 0.69% | 100.50 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,500 CHF | 101,200 CHF | 95.67% | 95.67% |
12/11/2024 | 0.69% | 100.50 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,500 CHF | 101,200 CHF | 98.63% | 98.63% |
11/11/2024 | 0.79% | 100.50 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,500 CHF | 101,300 CHF | 87.16% | 87.16% |
08/11/2024 | 0.79% | 100.50 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,500 CHF | 101,300 CHF | 51.63% | 51.63% |
07/11/2024 | 0.69% | 100.60 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,600 CHF | 101,300 CHF | 88.80% | 88.80% |